Context Capital Management

Context Capital Management as of Dec. 31, 2015

Portfolio Holdings for Context Capital Management

Context Capital Management holds 41 positions in its portfolio as reported in the December 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Seacor Holdings Inc note 2.500%12/1 8.8 $5.6M 6.0M 0.94
Vector Group Ltd note 1.75% 4/15 7.2 $4.6M 4.0M 1.15
GROUP Affymetrix Inc cnv 6.7 $4.3M 2.4M 1.80
Endologix, Inc. 3.25% 11/01/2020 5.9 $3.8M 3.5M 1.08
Sequenom Inc conv 5.6 $3.6M 4.5M 0.80
Carriage Svcs Inc note 2.750% 3/1 5.6 $3.6M 3.0M 1.19
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 5.5 $3.5M 4.4M 0.80
Albany Molecular Resh Inc note 2.250%11/1 5.5 $3.5M 2.6M 1.34
Encore Cap Group Inc note 3.000% 7/0 4.4 $2.8M 3.3M 0.84
Ramco-gershenson Pptys Tr perp pfd-d cv 4.1 $2.7M 44k 61.03
Tesla Motors Inc bond 3.9 $2.5M 2.7M 0.92
New Mountain Finance Corp conv 3.1 $2.0M 2.0M 0.98
Garnero Group Acquisition 3.0 $1.9M 198k 9.81
Solarcity Corp note 1.625%11/0 3.0 $1.9M 2.4M 0.81
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 2.6 $1.7M 2.0M 0.85
Imperial Hldgs Inc conv 2.5 $1.6M 1.8M 0.90
Tesla Motors Inc bond 2.3 $1.5M 1.6M 0.94
Accuray Inc debt 3.500% 2/0 2.1 $1.4M 1.0M 1.36
Spectrum Pharmaceuticals Inc conv 2.1 $1.3M 1.5M 0.89
Xilinx Inc Cvt 2.625 6-15-17 convert 1.9 $1.2M 750k 1.63
Quidel Corp note 3.250%12/1 1.9 $1.2M 1.3M 0.97
Monster Worldwide Inc note 3.500%10/1 1.7 $1.1M 845k 1.27
Cepheid conv 1.4 $900k 1.0M 0.90
Aegerion Pharmaceuticals 2% Du cvbond 1.3 $838k 1.3M 0.67
Accuray 1.1 $680k 500k 1.36
Fifth Str Fin Corp note 5.375% 4/0 1.0 $670k 670k 1.00
Cobalt Intl Energy Inc note 0.9 $580k 1.0M 0.58
Yahoo! 0.8 $532k 16k 33.25
Horsehead Hldg Corp note 3.800% 7/0 0.7 $462k 1.8M 0.26
Frontier Communications Corp pfd conv ser-a 0.5 $344k 3.8k 91.34
Encore Cap Group Inc note 3.000%11/2 0.5 $312k 300k 1.04
BlackRock Ltd. Duration Income Trust (BLW) 0.4 $285k 20k 14.55
Cobalt Intl Energy Inc note 3.125% 5/1 0.4 $260k 500k 0.52
Whiting Petroleum Corporation 0.3 $187k 20k 9.36
Boulder Growth & Income Fund (STEW) 0.3 $180k 23k 7.73
Western Ast Clymr Infl Lkd Sc & Incm (WIA) 0.2 $153k 15k 10.56
Fibrocell Science 0.2 $157k 27k 5.88
Royce Value Trust (RVT) 0.2 $117k 10k 11.70
Nexpoint Residential Tr (NXRT) 0.1 $85k 6.5k 13.04
Garnero Group Acquition Rts right 06/25/2016 0.1 $65k 272k 0.24
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.1 $39k 297k 0.13